#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Core;
using Cephei.Core.Generic;
using Microsoft.FSharp.Core;
using Cephei.QL;
using Cephei.QL.Termstructures;
using Cephei.QL.Termstructures.Volatility.Equityfx;
using Cephei.QL.Math;
namespace Cephei.QL.Processes
{
    /// <summary> 
	/// ! This class describes the stochastic process for a forward or futures contract given by \f[ dS(t, S) = \frac{\sigma(t, S)^2}{2} dt + \sigma dW_t. \f]  \ingroup processes
	/// </summary>
    [Guid ("797B70B3-C246-4fc9-9DD4-68CDE66A0F22"),ComVisible(true)]
	public interface IBlackProcess : Cephei.QL.Processes.IGeneralizedBlackScholesProcess
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
    }   

    /// <summary> 
	/// ! This class describes the stochastic process for a forward or futures contract given by \f[ dS(t, S) = \frac{\sigma(t, S)^2}{2} dt + \sigma dW_t. \f]  \ingroup processes Factory
	/// </summary>
   	[ComVisible(true)]
    public interface IBlackProcess_Factory 
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        /// <summary> 
		/// 
		/// </summary>
	    IBlackProcess Create (Cephei.QL.IQuote x0, Cephei.QL.Termstructures.IYieldTermStructure riskFreeTS, Cephei.QL.Termstructures.Volatility.Equityfx.IBlackVolTermStructure blackVolTS);
    }
}

